X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=pkg%2FR%2FF_Neighbors.R;h=0295cd5c9420565ff01468d5d781dd93178700c5;hb=8f5671db610e1e455b33b54986ac2e57de0da0d7;hp=9d1e3fbb84c8fb6e451e1ba08a3c57b7d6906d1f;hpb=4f3fdbb8e2ac4bd57a4e27539a58ef0e7ec2304c;p=talweg.git

diff --git a/pkg/R/F_Neighbors.R b/pkg/R/F_Neighbors.R
index 9d1e3fb..0295cd5 100644
--- a/pkg/R/F_Neighbors.R
+++ b/pkg/R/F_Neighbors.R
@@ -57,8 +57,8 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			if (!opera)
 				tdays = setdiff(tdays, today) #always exclude current day
 
-			# Shortcut if window is known or local==TRUE && simtype==none
-			if (hasArg("window") || (local && simtype=="none"))
+			# Shortcut if window is known
+			if (hasArg("window"))
 			{
 				return ( private$.predictShapeAux(data, tdays, today, predict_from, horizon,
 					local, list(...)$window, simtype, opera, TRUE) )
@@ -99,6 +99,11 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 				best_window_exo = optimize(
 					errorOnLastNdays, c(0,7), simtype="exo")$minimum
 			}
+			if (local)
+			{
+				best_window_local = optimize(
+					errorOnLastNdays, c(3,30), simtype="none")$minimum
+			}
 
 			best_window =
 				if (simtype == "endo")
@@ -107,8 +112,10 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 					best_window_exo
 				else if (simtype == "mix")
 					c(best_window_endo,best_window_exo)
-				else #none: value doesn't matter
-					1
+				else #none: no value
+					NULL
+			if (local)
+				best_window = c(best_window, best_window_local)
 
 			return( private$.predictShapeAux(data, tdays, today, predict_from, horizon, local,
 				best_window, simtype, opera, TRUE) )
@@ -126,23 +133,22 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			if (local)
 			{
 				# limit=Inf to not censor any day (TODO: finite limit? 60?)
-				tdays = getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
+				tdays <- getSimilarDaysIndices(today, data, limit=Inf, same_season=TRUE,
 					days_in=tdays_cut, operational=opera)
-#				if (length(tdays) <= 1)
-#					return (NA)
+				nb_neighbs <- round( window[length(window)] )
 				# TODO: 10 == magic number
-				tdays = .getConstrainedNeighbs(today, data, tdays, min_neighbs=10)
+				tdays <- .getConstrainedNeighbs(today, data, tdays, min_neighbs=nb_neighbs)
 				if (length(tdays) == 1)
 				{
 					if (final_call)
 					{
 						private$.params$weights <- 1
 						private$.params$indices <- tdays
-						private$.params$window <- 1
+						private$.params$window <- window
 					}
 					return ( data$getSerie(tdays[1])[predict_from:horizon] )
 				}
-				max_neighbs = 10 #TODO: 12 = arbitrary number
+				max_neighbs = nb_neighbs #TODO: something else?
 				if (length(tdays) > max_neighbs)
 				{
 					distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
@@ -155,23 +161,20 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 
 			if (simtype == "endo" || simtype == "mix")
 			{
-				# Compute endogen similarities using given window
-				window_endo = ifelse(simtype=="mix", window[1], window)
-
 				# Distances from last observed day to selected days in the past
 				# TODO: redundant computation if local==TRUE
 				distances2 <- .computeDistsEndo(data, today, tdays, predict_from)
 
-				simils_endo <- .computeSimils(distances2, window_endo)
+				# Compute endogen similarities using the given window
+				simils_endo <- .computeSimils(distances2, window[1])
 			}
 
 			if (simtype == "exo" || simtype == "mix")
 			{
-				# Compute exogen similarities using given window
-				window_exo = ifelse(simtype=="mix", window[2], window)
-
 				distances2 <- .computeDistsExo(data, today, tdays)
 
+				# Compute exogen similarities using the given window
+				window_exo = ifelse(simtype=="mix", window[2], window[1])
 				simils_exo <- .computeSimils(distances2, window_exo)
 			}
 
@@ -197,15 +200,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			{
 				private$.params$weights <- similarities
 				private$.params$indices <- tdays
-				private$.params$window <-
-					if (simtype=="endo")
-						window_endo
-					else if (simtype=="exo")
-						window_exo
-					else if (simtype=="mix")
-						c(window_endo,window_exo)
-					else #none
-						1
+				private$.params$window <- window
 			}
 
 			return (prediction)
@@ -226,11 +221,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 .getConstrainedNeighbs = function(today, data, tdays, min_neighbs=10)
 {
 	levelToday = data$getLevelHat(today)
-#	levelYersteday = data$getLevel(today-1)
-	distances = sapply(tdays, function(i) {
-#		sqrt((data$getLevel(i-1)-levelYersteday)^2 + (data$getLevel(i)-levelToday)^2)
-		abs(data$getLevel(i)-levelToday)
-	})
+	distances = sapply( tdays, function(i) abs(data$getLevel(i) - levelToday) )
 	#TODO: 1, +1, +3 : magic numbers
 	dist_thresh = 1
 	min_neighbs = min(min_neighbs,length(tdays))
@@ -242,14 +233,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 			break
 		dist_thresh = dist_thresh + ifelse(dist_thresh>1,3,1)
 	}
-	tdays = tdays[same_pollution]
-#	max_neighbs = 12
-#	if (nb_neighbs > max_neighbs)
-#	{
-#		# Keep only max_neighbs closest neighbors
-#		tdays = tdays[ order(distances[same_pollution])[1:max_neighbs] ]
-#	}
-	tdays
+	tdays[same_pollution]
 }
 
 # compute similarities
@@ -277,8 +261,7 @@ NeighborsForecaster = R6::R6Class("NeighborsForecaster",
 	sapply(tdays, function(i) {
 		delta = lastSerie - c(data$getSerie(i-1),
 			data$getSerie(i)[if (predict_from>=2) 1:(predict_from-1) else c()])
-#		sqrt(mean(delta^2))
-		sqrt(sum(delta^2))
+		sqrt(mean(delta^2))
 	})
 }